Do you use the stock lock screen or a third party app? I ask because I use a third party app and many of the lock screens will open your phone to different apps depending on where you swipe. For instance I can swipe a camera icon, a message icon, a phone icon or just a plain lock icon to go directly to the corresponding app. The plain lock icon is the one that takes me to the home screen. Maybe the lock screen you are using is set to go directly to the phone. Look at the options for the specific lock screen you are using to see if you can change it.